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Compute variance of data by function fit or other method?

Posted 5 years ago

POSTED BY: Richard Frost
3 Replies
Posted 5 years ago
POSTED BY: Jim Baldwin
POSTED BY: Richard Frost
Posted 5 years ago

I won't confess to a "whim" but anything from 31 and on seems to provide a smooth enough prediction (a prediction much smoother than the observed data). Also using an odd number gets one the appropriate associated time (the middle of the time observations used in the moving average) when constructing the "time" variable using MovingAverage.

POSTED BY: Jim Baldwin
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